+13.0%
DLR vs ULTA
+27.7%
-14.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +2.2% |
| 7D | +2.8% | +6.7% | -3.9% | +2.3% |
| 30D | +2.8% | +21.7% | -19.0% | +1.1% |
| 3M | -4.0% | +21.5% | -25.5% | -5.5% |
| 6M | -5.6% | +27.5% | -33.2% | -7.7% |
| YTD | +21.9% | +9.2% | +12.7% | +18.8% |
| 1Y | +13.0% | +27.9% | -14.9% | +9.6% |
| All | +13.0% | +27.7% | -14.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling